[R] Logistic ridge regression ...

[R.E. Darnell]

John Logsdon <j.logsdon at lancaster.ac.uk> writes:

> 
> I have some data (v. large amount) with a (0,1) response where I want to
> minimise the errors in the betas rather than SS or deviance.
> 
> So can anyone point me to a ridge regression function or equivalent for
> such a logistic regression case?

John

You could start by looking at V&R Examples

http://www.stats.ox.ac.uk/pub/MASS3/VR3ans.zip

There is a small ridge regression problem there. You will need to adapt it to 
the glm case by hacking at the standard glm.fit  function.

Good luck

Ross Darnell
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